From time to time a bug kicks that means even if you kill all witnesses to you wholesale slaughter you still get arrested by the next guards you see. Im fairly sure this happens when you leave someone alive who shouldn't dob you in but is technically a witness. For instance freeing a stormcloak or killing thalmor in sight of bandits.

Hehe, oh dear. Getting ratted out by bandits, that has to svck.
I'm not sure myself but I wanted to take the chance to say that horses being able to report your deeds is still ridiculous.

Or having everyone in Riverwood rip your guys out for smacking a chicken. Bethesda even made a comment during dev that chickens were reporting crimes to guards so yeah, probably a bug.